+615.8%
CIEN vs REGN
-4.3%
+620.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.5% | +6.0% | +4.8% |
| 7D | +8.9% | -5.6% | +14.5% | +10.1% |
| 30D | -19.1% | -2.0% | -17.1% | -18.9% |
| 3M | -21.5% | +28.0% | -49.4% | -26.2% |
| 6M | +2.8% | +1.2% | +1.7% | +2.3% |
| YTD | +49.5% | +1.6% | +47.8% | +48.8% |
| 1Y | +163.8% | +38.2% | +125.6% | +148.0% |
| 3Y | +615.8% | -5.4% | +621.2% | +635.1% |
| All | +615.8% | -4.3% | +620.2% | +635.1% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded REGN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling